+95.0%
AMT vs FDS
+77.6%
+17.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.4% |
| 7D | -0.2% | -5.4% | +5.2% | +1.7% |
| 30D | +1.8% | +1.6% | +0.3% | +1.1% |
| 3M | -6.2% | +17.7% | -23.9% | -12.2% |
| 6M | -5.0% | +29.1% | -34.0% | -15.0% |
| YTD | +2.1% | +1.0% | +1.1% | -0.7% |
| 1Y | -5.7% | -21.6% | +15.9% | +0.9% |
| 3Y | +7.9% | -30.1% | +38.0% | +18.8% |
| 5Y | -32.3% | -20.7% | -11.6% | -30.0% |
| 10Y | +95.0% | +78.3% | +16.7% | +58.4% |
| All | +95.0% | +77.6% | +17.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling